CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-May-2024
Day Change Summary
Previous Current
07-May-2024 08-May-2024 Change Change % Previous Week
Open 0.7334 0.7299 -0.0036 -0.5% 0.7335
High 0.7338 0.7308 -0.0031 -0.4% 0.7366
Low 0.7297 0.7286 -0.0012 -0.2% 0.7274
Close 0.7300 0.7301 0.0001 0.0% 0.7327
Range 0.0041 0.0022 -0.0019 -46.3% 0.0092
ATR 0.0035 0.0034 -0.0001 -2.7% 0.0000
Volume 343 238 -105 -30.6% 2,114
Daily Pivots for day following 08-May-2024
Classic Woodie Camarilla DeMark
R4 0.7364 0.7354 0.7313
R3 0.7342 0.7332 0.7307
R2 0.7320 0.7320 0.7305
R1 0.7310 0.7310 0.7303 0.7315
PP 0.7298 0.7298 0.7298 0.7300
S1 0.7288 0.7288 0.7298 0.7293
S2 0.7276 0.7276 0.7296
S3 0.7254 0.7266 0.7294
S4 0.7232 0.7244 0.7288
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7597 0.7553 0.7377
R3 0.7505 0.7462 0.7352
R2 0.7414 0.7414 0.7344
R1 0.7370 0.7370 0.7335 0.7346
PP 0.7322 0.7322 0.7322 0.7310
S1 0.7279 0.7279 0.7319 0.7255
S2 0.7231 0.7231 0.7310
S3 0.7139 0.7187 0.7302
S4 0.7048 0.7096 0.7277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7366 0.7286 0.0080 1.1% 0.0032 0.4% 19% False True 350
10 0.7366 0.7274 0.0092 1.3% 0.0034 0.5% 29% False False 344
20 0.7366 0.7243 0.0123 1.7% 0.0035 0.5% 47% False False 407
40 0.7446 0.7243 0.0203 2.8% 0.0033 0.5% 28% False False 325
60 0.7464 0.7243 0.0221 3.0% 0.0027 0.4% 26% False False 245
80 0.7495 0.7243 0.0252 3.4% 0.0024 0.3% 23% False False 191
100 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 16% False False 157
120 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 16% False False 132
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7401
2.618 0.7365
1.618 0.7343
1.000 0.7330
0.618 0.7321
HIGH 0.7308
0.618 0.7299
0.500 0.7297
0.382 0.7294
LOW 0.7286
0.618 0.7272
1.000 0.7264
1.618 0.7250
2.618 0.7228
4.250 0.7192
Fisher Pivots for day following 08-May-2024
Pivot 1 day 3 day
R1 0.7299 0.7315
PP 0.7298 0.7310
S1 0.7297 0.7305

These figures are updated between 7pm and 10pm EST after a trading day.

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